Pages that link to "Item:Q3482736"
From MaRDI portal
The following pages link to An efficiency result for the empirical characteristic function in stationary time-series models (Q3482736):
Displaying 27 items.
- Fourier-type estimation of the power GARCH model with stable-Paretian innovations (Q288103) (← links)
- Efficient estimation of general dynamic models with a continuum of moment conditions (Q451261) (← links)
- Two-step estimation of ergodic Lévy driven SDE (Q523453) (← links)
- Empirical likelihood estimation of discretely sampled processes of OU type (Q1041558) (← links)
- Spectral GMM estimation of continuous-time processes (Q1398981) (← links)
- Characteristic function estimation of Ornstein-Uhlenbeck-based stochastic volatility models (Q1658343) (← links)
- The split-SV model (Q1659144) (← links)
- The change-point problem for dependent observations (Q1923424) (← links)
- Applications of the characteristic function-based continuum GMM in finance (Q1927140) (← links)
- A spectral estimation of tempered stable stochastic volatility models and option pricing (Q1927145) (← links)
- Inference procedures for stable-Paretian stochastic volatility models (Q1931045) (← links)
- Parameter estimation and model testing for Markov processes via conditional characteristic functions (Q1940757) (← links)
- Estimation of time series models using residuals dependence measures (Q2105206) (← links)
- Characteristic function estimation of non-Gaussian Ornstein-Uhlenbeck processes (Q2390465) (← links)
- Transform martingale estimating functions (Q2466679) (← links)
- Ergodic theorems for extended real-valued random variables (Q2638352) (← links)
- Testing serial independence with functional data (Q2666064) (← links)
- ON THE ASYMPTOTIC EFFICIENCY OF GMM (Q2878813) (← links)
- ECF estimation of Markov models where the transition density is unknown (Q3004024) (← links)
- Empirical Characteristic Function Estimation and Its Applications (Q3157837) (← links)
- Estimation of the stochastic conditional duration model via alternative methods (Q3548526) (← links)
- Estimating mixtures of normal distributions via empirical characteristic function (Q3842861) (← links)
- DIAGNOSTIC CHECKING FOR THE ADEQUACY OF NONLINEAR TIME SERIES MODELS (Q4562549) (← links)
- Indirect inference for time series using the empirical characteristic function and control variates (Q5012858) (← links)
- Continuous Time Wishart Process for Stochastic Risk (Q5485103) (← links)
- Fourier–type tests involving martingale difference processes (Q5864443) (← links)
- Estimation of affine asset pricing models using the empirical characteristic function (Q5939360) (← links)
